+951.3%
APH vs SSNC
+177.4%
+773.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.1% |
| 7D | +1.1% | -4.5% | +5.6% | +3.3% |
| 30D | -7.5% | -3.9% | -3.6% | -6.3% |
| 3M | -4.4% | -1.3% | -3.1% | -4.7% |
| 6M | +26.5% | +14.1% | +12.3% | +16.0% |
| YTD | +20.0% | -9.9% | +29.9% | +22.7% |
| 1Y | +16.9% | -6.2% | +23.1% | +16.9% |
| 3Y | +288.5% | +56.1% | +232.4% | +196.1% |
| 5Y | +310.3% | +5.4% | +304.9% | +276.0% |
| 10Y | +951.3% | +172.3% | +779.0% | +582.7% |
| All | +951.3% | +177.4% | +773.8% | +582.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling